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~person:"Nakajima, Jouchi"
~subject:"Volatilität"
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Search: subject:"Markov-Chain Monte Carlo"
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Volatilität
Bayesian inference
25
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20
State space model
14
Markov chain Monte Carlo
13
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12
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9
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Nakajima, Jouchi
Carriero, Andrea
23
Chan, Joshua
21
Clark, Todd E.
20
Marcellino, Massimiliano
19
Rodriguez, Gabriel
15
Martin, Gael M.
13
Eisenstat, Eric
10
Forbes, Catherine Scipione
10
Mertens, Elmar
10
Poon, Aubrey
10
Jensen, Mark J.
9
Maneesoonthorn, Worapree
9
Strachan, Rodney W.
9
Yu, Jun
9
Cross, Jamie
8
Karlsson, Sune
8
Koop, Gary
8
Mumtaz, Haroon
8
Omori, Yasuhiro
8
Asai, Manabu
7
Bos, Charles S.
7
Hautsch, Nikolaus
7
Hou, Chenghan
7
Maheu, John M.
7
McAleer, Michael
7
Österholm, Pär
7
Chan, Joshua C. C.
6
Chib, Siddhartha
6
Guidolin, Massimo
6
Meyer, Renate
6
Nguyen, Hoang
6
Timmermann, Allan
6
Zhang, Bo
6
Ardia, David
5
Chiu, Ching Wai Jeremy
5
Christiansen, Charlotte
5
Del Negro, Marco
5
Dimitrakopoulos, Stefanos
5
Fičura, Milan
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ECONIS (ZBW)
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1
Time-varying parameter VAR model with stochastic volatility : an overview of methodology and empirical applications
Nakajima, Jouchi
-
2011
Persistent link: https://www.econbiz.de/10008937530
Saved in:
2
Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models
Zhou, Xiaocong
;
Nakajima, Jouchi
;
West, Mike
- In:
International journal of forecasting
30
(
2014
)
4
,
pp. 963-980
Persistent link: https://www.econbiz.de/10010517774
Saved in:
3
Bayesian analysis of latent threshold dynamic models
Nakajima, Jouchi
;
West, Mike
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 151-164
Persistent link: https://www.econbiz.de/10009754013
Saved in:
4
Dynamic factor volatility modeling : a Bayesian latent threshold approach
Nakajima, Jouchi
;
West, Mike
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
1
,
pp. 116-153
Persistent link: https://www.econbiz.de/10009708923
Saved in:
5
Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002365024
Saved in:
6
Time-varying parameter VAR model with stochastic volatility : an overview of methodology and empirical applications
Nakajima, Jouchi
- In:
Monetary and economic studies
29
(
2011
),
pp. 107-142
Persistent link: https://www.econbiz.de/10009385289
Saved in:
7
Stochastic volatility with leverage : fast and efficient likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 425-449
Persistent link: https://www.econbiz.de/10003569881
Saved in:
8
Stochastic volatility with leverage : fast likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
-
2004
Persistent link: https://www.econbiz.de/10002396452
Saved in:
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